This comprehensive review aims to understand stressors and explore coping strategies for the mental health and well-being of adolescents preparing for competitive entrance exams in India, such as JEE and NEET. Psychological disorders are prevalent among adolescent students, especially those facing the challenges of highly competitive exams. Intense stress can lead to mental stress and subsequent depression, resulting from the difficulty in managing performance pressure, meeting expectations, and achieving goals. Establishing a balanced study routine with regular breaks, practicing relaxation techniques, and ensuring adequate sleep are crucial for helping students cope with academic stress. Support systems, including friends, family, and teachers, play a vital role by providing emotional support, encouragement, and a sense of security during challenging times. In this comprehensive review, the researcher has analyzed and incorporated insights from various research studies to help understand the complex nature of academic stress and performance expectations.